+140.6%
CNP vs WAT
+223.8%
-83.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +2.5% | +2.0% | +0.4% | +2.0% |
| 30D | +4.0% | +7.7% | -3.7% | +2.2% |
| 3M | +1.6% | +11.1% | -9.4% | -1.0% |
| 6M | -1.7% | +31.2% | -32.9% | -8.2% |
| YTD | +8.6% | +21.7% | -13.1% | +2.3% |
| 1Y | +5.8% | +19.3% | -13.5% | +0.1% |
| 3Y | +63.0% | +80.6% | -17.6% | +29.4% |
| 5Y | +74.7% | +29.5% | +45.1% | +51.7% |
| All | +140.6% | +223.8% | -83.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling